Share price$201.12
1D+1.6%
Sold putSold call
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Market datapartial · fetched 2026-10-23T16:44:05.664Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-23T16:38:40.633712141Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 257.58 | 90.9% | 30.6% | 172.38 | 76.5% | 16.9% |
| 25Δ | 234.66 | 70.2% | 19.3% | 180.59 | 69.0% | 13.4% |
| 30Δ | 226.19 | 66.5% | 15.7% | 185.71 | 69.7% | 11.7% |
| 35Δ | 220.39 | 66.8% | 13.5% | 190.98 | 67.6% | 10.0% |
| 40Δ | 215.25 | 67.1% | 11.8% | 195.81 | 67.0% | 8.6% |
| 45Δ | 210.15 | 67.4% | 10.2% | 200.51 | 67.1% | 7.4% |
| 50Δ | 205.35 | 68.0% | 8.9% | 205.23 | 66.7% | 6.3% |
| 55Δ | 200.56 | 68.6% | 7.6% | 209.95 | 66.3% | 5.3% |
| 60Δ | 195.70 | 69.6% | 6.5% | 214.57 | 64.8% | 4.4% |
| 65Δ | 190.81 | 69.4% | 5.3% | 219.19 | 63.3% | 3.5% |
| 70Δ | 184.97 | 74.3% | 4.7% | 224.58 | 62.8% | 2.7% |
| 75Δ | 179.61 | 73.0% | 3.6% | 230.20 | 62.6% | 2.0% |
| 80Δ | 173.10 | 74.7% | 2.8% | 237.84 | 63.6% | 1.5% |
| Date | IV |
|---|---|
| 59.23% | |
| 59.33% | |
| 60.97% |